IJMMS 2004:9, 469–478 PII. S0161171204203441 http://ijmms.hindawi.com © Hindawi Publishing Corp. METHOD OF SEMIDISCRETIZATION IN TIME FOR QUASILINEAR INTEGRODIFFERENTIAL EQUATIONS D. BAHUGUNA and REETA SHUKLA Received 1 March 2001 We consider a class of quasilinear integrodifferential equations in a reflexive Banach space. We apply the method of semidiscretization in time to establish the existence, uniqueness, and continuous dependence on the initial data of strong solutions. 2000 Mathematics Subject Classification: 34G20, 47D06, 35L40, 35B30, 47H06. 1. Introduction. Let X and Y be two real reflexive Banach spaces such that the embedding Y X is dense and continuous. We consider the following quasilinear evolution equation: u (t) + A u(t) u(t) = f t, u(t), G(u)(t) , 0 < t ≤ T, u(0) = u0 , (1.1) where 0 < T < ∞, A(u) is a linear operator in X for each u in an open subset W of Y , G is a nonlinear Volterra operator defined from C([0, T ]; X) into itself, and the nonlinear map f is defined from [0, T ] × Y × Y into Y . By a strong solution to (1.1) on [0, T ], 0 < T ≤ T , we mean an absolutely continuous function u from [0, T ] into X such that u(t) ∈ W for almost every t ∈ [0, T ] and satisfies (1.1) a.e. on [0, T ]. We use the ideas and techniques of Zeidler [10] and the method of semidiscretization in time to establish existence, uniqueness, and continuous dependence on initial data of strong solutions to (1.1) on [0, T ] for some 0 < T ≤ T . For the study of particular cases of (1.1) in which f (t, u, v) ≡ 0 and f (t, u, v) ≡ f (t, u), we refer to Crandall and Souganidis [2], Kato [6], and references cited therein. The crucial assumption in these works is that there exists an open subset W of Y such that for each w ∈ W , A(w) generates a C0 -semigroup in X, A(·) is locally Lipschitz continuous on W from X into itself, f , defined from W into Y , is bounded and globally Lipschitz continuous from Y into itself, and there exists an isometric isomorphism S : Y → X such that SA(w)S −1 = A(w) + B(w), (1.2) where B(w) is in the space B(X) of all bounded linear operators from X into itself. A generalization to the quasilinear evolution equation, u (t) + A t, u(t) u(t) = f t, u(t) , u(0) = u0 , 0 < t ≤ T, (1.3) 470 D. BAHUGUNA AND R. SHUKLA has been considered by Katō [4] under similar conditions on A(t, w) and f (t, w) for (t, w) ∈ [0, T ] × W . The method of semidiscretization in time is developed and applied to linear as well as nonlinear evolution equations by Rektorys [9], Kartsatos and Zigler [3], Nečas [7], Bahuguna and Raghavendra [1], and others. This method consists in replacing the time derivatives in an evolution equation by the corresponding difference quotients giving rise to a system of time-independent operator equations. With the help of the theory of semigroups and the theory of monotone operators, these systems are guaranteed to have unique solutions. An approximate solution to the evolution equation is defined in terms of the solutions of these time-independent systems. After proving a priori estimates for the approximate solution, the convergence of the approximate solution to the unique solution of the evolution equation is established. In these works, either global Lipschitz conditions or local Lipschitz conditions with some growth conditions on nonlinear forcing terms have been assumed. In this paper, we assume only local Lipschitz conditions on the nonlinear maps f and G. We first prove that the discrete points lie in a ball in X of fixed radius R, where R is independent of the discretization parameters. Then using the local Lipschitz continuity, we establish a priori estimates on the difference quotients. With the help of these a priori estimates, we prove the convergence of a sequence of approximate solutions defined in terms of the discrete points to a unique solution of the problem. 2. Preliminaries. Let X and Y be as in Section 1. Let xZ denote the norm of an element x belonging to a Banach space Z. For r > 0, let BZ (x, r ) denote the open ball {z ∈ Z : z − xZ < r } of radius r and let B̄Z (x, r ) be its closure. For an interval J of real numbers, we denote by C(J; Z), WC(J; Z), Lip(J; Z), and ABS(J; Z) the spaces of all continuous, weakly continuous, Lipschitz continuous, and absolutely continuous functions from J into Z, respectively. For a real β, N(Z, β) represents the set of all densely defined linear operators L in Z such that if λ > 0 and λβ < 1, then (I + λL) is one-to-one with a bounded inverse defined everywhere on Z and (I + λL)−1 B(Z) ≤ (1 + λβ)−1 , (2.1) where I is the identity operator on Z. The Hille-Yosida (cf. Pazy [8]) theorem states that L ∈ N(Z, β) if and only if −L is the infinitesimal generator of a strongly continuous semigroup e−tL , t ≥ 0, on Z satisfying e−tL B(Z) ≤ eβt , t ≥ 0. A linear operator L on D(L) ⊆ Z into Z is said to be accretive in Z if for every u ∈ D(L), Lu, u∗ ≥ 0 for some u∗ ∈ F (u), (2.2) ∗ where z, z∗ is the value of z∗ ∈ Z ∗ at z ∈ Z and F : Z → 2Z is the duality map given by 2 F (z) = z∗ ∈ Z ∗ : z, z∗ = z2Z = z∗ Z ∗ . (2.3) METHOD OF SEMIDISCRETIZATION IN TIME FOR QUASILINEAR . . . 471 ∗ Here, 2Z denotes the power set of Z ∗ . If L ∈ N(Z, β), then (L+βI) is m-accretive in Z, that is, (L+βI) is accretive and the range R(L+λI) = Z for some λ > β. If Z ∗ is uniformly convex, then F is single-valued and uniformly continuous on bounded subsets of Z. (H) We assume in addition that the embedding Y X is compact and the dual X ∗ is uniformly convex. Furthermore, we state the following hypotheses: (H1) there exist an open subset W of Y and β ≥ 0 such that u0 ∈ W and A : W → N(X, β); (2.4) (H2) there exist positive constants µA and γA such that for all w, w1 , w2 ∈ W and v ∈ Y, Y ⊆ D A(w) , A w1 − A w2 v ≤ µA w1 − w2 vY , X X A(w)v ≤ γA vY ; X (2.5) (H3) there exist a linear isometric isomorphism S : Y → X, a map P : W → B(X), and positive constants µP and γP such that for all w, w1 , w2 ∈ W , P (w) ≤ γP , SA(w) = A(w)S + P (w)S, X P w1 − P w2 ≤ µP w1 − w2 ; X Y (2.6) (H4) the nonlinear map G : C([0, T ]; X) → C(0, T ; X) satisfies (a) for all u, v ∈ B̄C([0,T ];X) (ũ0 , r ), G(u) − G(v) C([0,T ];X) ≤ µG (r )u − vC([0,T ];X) , (2.7) where µG (r ) is a nonnegative nondecreasing function and ũ0 ∈ C([0, T ]; X) is defined by ũ0 (t) = u0 for all t ∈ [0, T ], (b) for all t, s ∈ [0, T ] and u ∈ Lip([0, T ]; X) ∩ B̄C([0,T ];X) (ũ0 , r ), G(u)(t) − G(u)(s) ≤ γG (r )|t − s| 1 + du/dtL∞ ([0,T ];X) , X (2.8) where γG (r ) is a nonnegative nondecreasing function, (c) furthermore that the subspace C([0, T ]; Y ) of space (C[0, T ]; X) is an invariant subspace of the map G, that is, G : C([0, T ]; Y ) → C([0, T ]; Y ) which satisfies G(u)(t) ≤ λG (r ) Y for u ∈ BY u0 , r , (2.9) where λG (r ) is a nonnegative nondecreasing function. In particular, we may take operator G as a Volterra operator defined by G(u)(t) = t 0 a(t − s)k s, u(s) ds (2.10) 472 D. BAHUGUNA AND R. SHUKLA in which a is a real-valued continuous function defined on [0, T ] and k is defined on [0, T ] × Y into Y and k(t, w)Y ≤ Ck for every (t, w) ∈ [0, T ] × Y , then map G satisfies hypothesis (c); (H5) the nonlinear map f : [0, T ] × Y × Y → Y is a bounded function f (t, u, v) ≤ λf (r ) Y (2.11) for all (t, u, v) ∈ [0, T ]×Y ×Y with uY +vY ≤ r where λf (r ) is a nonnegative nondecreasing function. Also, this map satisfies the Lipschitz condition f t1 , u1 , v1 − f t2 , u2 , v2 X ≤ µf (r ) φ t1 − φ t2 + u1 − u2 X + v1 − v2 X , (2.12) for all t1 , t2 ∈ [0, T ] and all ui , vi ∈ B̄X (u0 , r ), i = 1, 2, where φ is a real-valued continuous function of bounded variation on [0, T ] and µf (r ) is a nonnegative nondecreasing function. Let R > 0 be such that WR = B̄Y (u0 , R) ⊆ W . We set −1 R 1 + e2θT , 3 R1 = max R, λG (3R) + u0 Y , M = λf R + u0 + λG (3R) , R0 = (2.13) where θ = β + P B(X) and V (φ) is the total variation of φ on [0, T ]. Let z0 ∈ Y and let T0 , 0 < T0 ≤ T , be such that Su0 − z0 ≤ R0 , X T 0 γ A z 0 Y + γ P z 0 X + M ≤ R 0 . (2.14) We note that (2.14) implies that 1 + e2θT Su0 − z0 + T0 γA z0 + γP z0 + M ≤ 2R . Y X 3 (2.15) We have the following main result for the existence, uniqueness, and continuous dependence on the initial data of the strong solutions to (1.1). Theorem 2.1. Let (H), (H1), (H2), (H3), (H4), and (H5) hold. Then there exists a unique strong solution u to (1.1) on [0, T0 ] such that u ∈ Lip([0, T0 ]; X). Furthermore, if v0 ∈ B̄Y (u0 , R0 ), then there exists a strong solution v to (1.1) on [0, T0 ] with the initial point u0 replaced by v0 and u(t) − v(t) ≤ C u0 − v0 , X X where C is a positive constant depending only on T0 . t ∈ 0, T0 , (2.16) 473 METHOD OF SEMIDISCRETIZATION IN TIME FOR QUASILINEAR . . . 3. Basic lemmas. We will state and prove several lemmas required to prove Theorem 2.1. A proof of Theorem 2.1 will be given in the next section. Let w0 = Su0 . Let h = T0 /n for all positive integers n ≥ N where N is a positive n n integer such that θ(T0 /N) < 1/2. For n ≥ N, we set un 0 = u0 , ũ0 = ũ0 , and tj = jh for j = 1, 2, . . . , n. We consider the scheme n n n n n n δun , j + A uj−1 uj = f tj , uj−1 , G ũj−1 tj j = 1, 2, . . . , n, (3.1) where, for j = 1, 2, . . . , n, n ≥ N, δun j = n un j − uj−1 h u0 , n 1 n n ũn t − ti−1 ui − un j (t) = ui−1 + i−1 , h un , j , t = 0, n , tin , i = 1, 2, . . . , j, t ∈ ti−1 t ∈ tjn , T0 . (3.2) The following result establishes the fact that un j ∈ WR , j = 1, 2, . . . , n, n ≥ N. Lemma 3.1. For each n ≥ N, there exist unique un j ∈ WR , j = 1, 2, . . . , n, satisfying (3.1). Proof. It follows (cf. [2, Lemma 2]) that there exists a unique un 1 ∈ Y such that n n n un . 1 + hA u0 u1 = u0 + hf t1 , u0 , G ũ0 t1 (3.3) Applying S on both sides in (3.3) using (H3) and putting w1n = Sun 1 , we have n w1 − z0 + hA u0 w1n − z0 + hP u0 w1n − z0 = w0 − z0 − hA u0 z0 + hP u0 z0 + hSf t1n , u0 , G ũ0 t1n . (3.4) The estimates in [2, Lemma 2] imply that n w − z0 ≤ (1 − hθ)−1 w0 − z0 + h γA z0 + γP z0 + M . 1 X Y X (3.5) Since hθ < 1/2, we have n w − z0 ≤ e2θh w0 − z0 + h γA z0 + γP z0 + M . 1 X Y X (3.6) Therefore, n w − w0 ≤ 1 + he2θh w0 − z0 + h γA z0 + γP z0 + M ≤ R 1 X Y X (3.7) 474 D. BAHUGUNA AND R. SHUKLA n in view of the estimate (2.15). Hence, un 1 ∈ WR . Now suppose that ui ∈ WR for i = 1, 2, . . . , j − 1. Again, [2, Lemma 2] implies that for 2 ≤ j ≤ n there exist unique un j ∈Y such that n n n n n n n . un j + hA uj−1 uj = uj−1 + hf tj , uj−1 , G ũj−1 tj (3.8) Proceeding as before and putting wjn = Sun j , we get the estimate n w − z0 ≤ e2θh wj−1 − z0 + h γA z0 + γP z0 + M . X X Y X j (3.9) Reiterating the above inequality, we get n w − z0 ≤ e2θjh w0 − z0 + jh γA z0 + γP z0 + M . X X Y X j (3.10) Using the fact that jh ≤ T0 , we arrive at n w − w0 ≤ 1 + e2θT w0 − z0 + T0 γA z0 + γP z0 + M ≤ R. X X Y X j (3.11) The above estimate and (3.3) and (3.8) give the required result. This completes the proof. Lemma 3.2. There exists a positive constant C independent of j, h, and n such that δuj ≤ C, X j = 1, 2, . . . , n; n ≥ N. (3.12) Proof. Putting j = 1 in (3.1), we get n n n . δun 1 + hA u0 δu1 = −A u0 u0 − f t1 , u0 , G ũ0 t1 (3.13) Using [2, Lemma 2], we have n δu ≤ e2θT γA u0 + M := C0 . 1 X Y (3.14) From (3.1), for 2 ≤ j ≤ n, we have n n δun j + hA uj−1 δuj n n n = δun j−1 − A uj−1 − A uj−2 uj−1 n n n n n − f tj−1 + f tjn , un , un j−1 , G ũj−1 tj j−2 , G ũj−2 tj−1 . (3.15) Using (H2) and [2, Lemma 2], for 2 ≤ j ≤ n, we get n δu ≤ e2θh 1 + C1 h δun j X j−1 X n n n n (3.16) n + f tjn , un , un − f tj−1 X j−1 , G ũj−1 tj j−2 , G ũj−2 tj−1 METHOD OF SEMIDISCRETIZATION IN TIME FOR QUASILINEAR . . . 475 for some positive constant C1 independent of j, h, and n. We note that n n n n G ũ X j−1 tj − G ũj−2 tj−1 n δu , ≤ µG (3R)hδun j−1 X + γG (3R)h 1 + max i X 1≤i≤j−1 n n n n n n f t , u , G ũn , un − f tj−1 X j j−1 j−1 tj j−2 , G ũj−2 tj−1 n n n ≤ µf R1 φ tj − φ tj−1 + hδuj−1 X + µG (3R)hδun j−1 X . + γG (3R)h 1 + max δun i X (3.17) 1≤i≤j−1 Using (3.17) in (3.16), we obtain 2θh 1 + C2 h max δun i X ≤e 1≤i≤j n n + C2 h , max δun i X + C2 φ tj − φ tj−1 1≤i≤j−1 (3.18) where C2 is another positive constant independent of j, h, and n. Reiterating inequality (3.18) and using (3.14), we get j 2θjh max δun 1 + C1 h δun 1 X + C2 V (φ) + C2 T0 , i X ≤e 1≤i≤j (3.19) where V (φ) is the total variation of φ. Hence, n δu ≤ e2(θ+c2 )T c0 + c2 V (φ) + C2 T0 := C. i X (3.20) This completes the proof. Now we define a sequence of functions {U n } from J0 into Y by U n (t) = un j−1 + 1 n t − tj−1 un j − uj−1 , h n , tjn , j = 1, 2, . . . , n. t ∈ tj−1 (3.21) Furthermore, we define a sequence of step functions {X n } from (−h, T0 ] into Y given by n X (t) = u0 , u , j t ∈ (−h, 0], n t ∈ tj−1 , tjn , j = 1, 2, . . . , n. (3.22) Remark 3.3. We observe that X n (t) ∈ WR for all t ∈ (−h, T0 ] and n ≥ N. Also, X n (t) − U n (t) → 0 in X uniformly on J0 as n → ∞ and {U n } are in Lip(J0 , X) with uniform Lipschitz constant C. For notational convenience, we will denote n n f n (t) = f tjn , un , j−1 , G ũj−1 tj n , tjn , j = 1, 2, . . . , n. t ∈ tj−1 (3.23) 476 D. BAHUGUNA AND R. SHUKLA We note that t 0 A X n (s − h) X n (s)ds = u0 − U n (t) + t o f n (s)ds, d U n (t) + A X n (t − h) X n (t) = f n (t). dt − (3.24) (3.25) Lemma 3.4. There exist a subsequence {U m } of {U n } and a function u in Lip(J0 , X) such that U m → u in C(J0 , X) (with the supremum norm) as m → ∞. Proof. Since {X n } is uniformly bounded in Y , the compact embedding of Y implies that there exist a subsequence {X m } of {X n } and a function u : J0 → X such that X m (t) → u(t) in X as m → ∞. The reflexivity of Y implies that u(t) is the weak limit of X m in Y , hence u(t) lies in Y (in fact in WR since X m (t) is in WR ). Now, X m (t)−U m (t) → 0 in X so U m (t) → u(t) as m → ∞. The uniform continuity of {U n } on J0 implies that {X m } is an equicontinuous family in C(J0 , X) and the strong convergence of U m (t) to u(t) in X implies that {U m } is relatively compact in X. We use the Ascoli-Arzelá theorem to conclude that U m → u in C(J0 , X) as m → ∞. Since U m are in Lip(J0 , X) with uniform Lipschitz constant, u ∈ Lip(J0 , X). This completes the proof of the lemma. 4. Proof of Theorem 2.1. First we show that A(X m (t − h))X m (t) A(u(t))u(t) in X as m → ∞, where “” denotes the weak convergence in X, A X m (t − h) X m (t) − A u(t) u(t) = A X m (t − h) − A u(t) X m (t) + A u(t) X m (t) − u(t) . (4.1) Now, m A X (t − h) − A u(t) X m X m ≤ µA R + u0 Y X (t − h) − u(t)X → 0 (4.2) as m → ∞, since X m (t) → u(t) in X uniformly on J0 . Since A(u(t)) ∈ N(X, β), βI +A(u) is m-accretive in X. We use [5, Lemma 2.5] and the fact that A u(t) X m (t) − u(t) ≤ 2γA R X (4.3) to assert that A(u(t))X m (t) A(u(t))u(t) in X, and hence A(X m (t − h))X m (t) A(u(t))u(t) in X as m → ∞. To show that A(u(t))u(t) is weakly continuous on J0 , let {tk } ⊂ J0 be a sequence such that tk → t as k → ∞. Then u(tk ) → u(t) in X as k → ∞ and we may follow the same arguments as above to prove that A(u(tk ))u(tk ) A(u(t))u(t) in X as k → ∞. The Bochner integrability of A(u(t))u(t) can be established in the similar way as in Kato [5, Lemma 4.6]. Now from (3.24), for each x ∗ ∈ X ∗ , we have U m (t), x ∗ = u0 , x ∗ + t 0 − A X m (s − h) X m (s) + f m (s), x ∗ ds. (4.4) METHOD OF SEMIDISCRETIZATION IN TIME FOR QUASILINEAR . . . 477 Letting m → ∞ using bounded convergence theorem and Lemma 3.4, we get u(t), x ∗ = u0 , x ∗ + t 0 − A u(s) u(s) + f s, u(s), G(u)(s) , x ∗ ds. (4.5) The continuity of the integrand implies that u(t), x ∗ is continuously differentiable on J0 . The Bochner integrability of A(u(t))u(t) implies that the strong derivative of u(t) exists a.e. on J0 and u (t) + A u(t) u(t) = f t, u(t), G(u)(t) , a.e. on J0 . (4.6) Since u(0) = u0 , u is a strong solution to (1.1). Now, we establish the uniqueness and the continuous dependence on the initial data of a strong solution to (1.1). Uniqueness. Let v be another strong solution to (1.1) on J0 . Let U = u − v. Then for a.e. t ∈ J0 , dU (t), F U (t) + βI + A u(t) U(t), F U(t) dt 2 = βU (t)X + A u(t) − A v(t) v(t), F U(t) + f t, u(t), G(u)(t) − f t, v(t), G(v)(t) , F U(t) . (4.7) Using m-accretivity of βI +A(w) and the assumptions on A(w) for w ∈ W and f (t, u, v), we obtain 1 d U (t)2 ≤ CR U2 C(Jt ,X) , 2 dt (4.8) where Jt = [0, t] and CT = β + µA R + µf (R)[1 + µG (R)]. Integrating the above inequality on (0, t) and taking the supremum, we get 1 U 2C(Jt ,X) ≤ CR 2 t 0 U2C(Js ,X) ds. (4.9) Applying Gronwall’s inequality, we get U ≡ 0 on J0 . Continuous dependence. Let v0 ∈ BY (u0 , R0 ). Then Sv0 − z0 ≤ Sv0 − Su0 + Su0 − z0 ≤ 2R0 . X X X (4.10) Hence, 1 + e2θT Sv0 − z0 + T0 γA z0 Y + γP z0 X + M ≤ 3 1 + e2θT R0 = R. (4.11) We may proceed as before to prove the existence of vjn ∈ WR satisfying scheme (1.1) n n with un j and u0 replaced by vj and v0 , respectively. Convergence of vj to v(t) can be proved in a similar manner. Let U = u − v. Then following the steps used to prove the 478 D. BAHUGUNA AND R. SHUKLA uniqueness, we have for a.e. t ∈ J0 , 1 d U (t)2 ≤ CR U2 X C(Jt ,X) . 2 dt (4.12) Integrating the above inequality on (0, t) and taking the supremum, we get 2 1 1 U 2C(Jt ,X) ≤ U (0)X + CR 2 2 t 0 U 2C(Js ,X) ds. (4.13) Applying Gronwall’s inequality, we get U C(Jt ,X) ≤ C U(0)X , (4.14) where C is a positive constant. This proves the required result. This completes the proof of Theorem 2.1. References [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] D. Bahuguna and V. Raghavendra, Rothe’s method to parabolic integro-differential equations via abstract integro-differential equations, Appl. Anal. 33 (1989), no. 3-4, 153– 167. M. G. Crandall and P. E. Souganidis, Convergence of difference approximations of quasilinear evolution equations, Nonlinear Anal. 10 (1986), no. 5, 425–445. A. G. Kartsatos and W. R. Zigler, Rothe’s method and weak solutions of perturbed evolution equations in reflexive Banach spaces, Math. Ann. 219 (1976), no. 2, 159–166. S. 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II/B, Springer-Verlag, New York, 1990. D. Bahuguna: Department of Mathematics, Indian Institute of Technology Kanpur, Kanpur 208 016, India E-mail address: dhiren@iitk.ac.in Reeta Shukla: Department of Mathematics, Indian Institute of Technology Kanpur, Kanpur 208 016, India E-mail address: reetas@lycos.com